Quantitative Finance and Risk Analysis Symposium (QFRA 2026)
06/18/2026 09:00 am
06/20/2026 05:00 pm
Australia/MelbourneQuantitative Finance and Risk Analysis Symposium (QFRA 2026)
The ninth Symposium on Quantitative Finance and Risk Analysis (QFRA 2026) aims to further specialised and synergetic developments in both theory and practice.
Our symposium aims to bring experts and decision makers, who are from different disciplines but working on similar problems, together to share information and solve challenges through cross-fertilisation.
This event and subsequent publications will help transition intellectual discussions into robust frameworks for handling emerging vulnerabilities and risks, and provide the leadership and initiative required to respond to national and international financial crises.
Prof Michaelides has been a Professor of Finance at Imperial College Business School since September 2013. He is also a Research Fellow at CEPR (International Macroeconomics and Financial Economics Programmes). His research interests include household finance (for example, portfolio choice over the life cycle), asset pricing with heterogeneous agents and financial frictions, housing markets and topics in the intersection of macroeconomics and finance.
He has held visiting scholar positions at the Federal Reserve Bank of New York and the Board of Governors of the Federal Reserve System, and was a Wim Duisenberg Research Fellow at the European Central Bank (2012) and a senior researcher at the Central Bank of Cyprus (2009-2010). Between May 2013 and November 2013 he was a non-executive member of the Board of Directors of the Central Bank of Cyprus. He was also Head of the Department of Finance at Imperial College Business School between October 2014 and April 2021. He has been the school’s Director of Postgraduate Studies since September 2023.
Professor Gordon M. Phillips, Laurence F. Whittemore Professor of Business Administration, Professor of Finance, Tuck School of Business at Dartmouth, USA
As well as holding professorships at Tuck School of Business, Prof Phillips is also a research associate at the National Bureau of Economic Research (NBER) and a visiting research professor at Tsinghua University in Beijing and UNSW in Sydney.
He received his MA and PhD from Harvard University and his undergraduate degree from Northwestern University. He previously taught at the University of Southern California and the University of Maryland. He has been a visiting professor at Harvard Business School (HBS), Duke University, HEC Paris, INSEAD, MIT, and Southern Mediterranean University.
Prof Phillips’ areas of research include computational linguistics, AI and finance, household finance, and corporate finance. His work in AI and finance includes studies of merger synergies and the scope of firms. His corporate finance work includes studies of private equity, mergers, and competition. He has published recent research in the Journal of Political Economy, the Journal of Finance, the Review of Economic Studies, and the Review of Financial Studies. He has given keynote addresses on Finance and AI in Cyprus, Paris, and Singapore, and has served as the president of the Midwest Finance Association.
Sponsor
RiskLab at Data61/CSIRO is a multi-disciplinary research and development centre for developing the latest methodologies and technologies in actuarial sciences, econometrics, applied math and statistics as well as financial mathematics.
Please note that it is the responsibility of the attendee (ie - your own responsibility) to arrange a visa well in advance of the conference. For visitors requiring a letter of invitation to apply for a visa, please ensure you contact the organisers early enough to allow for this.
Cancellation policy
Cancellations or withdrawals prior to 8 June 2026 will receive a refund of the registration fee paid minus a charge of AU$300. Cancellations or withdrawals of registration after 8 June 2026 will not receive a refund.
Invited talk Chair: Athanasios A. Pantelous, Monash University, Australia
Professor Gordon M. Phillips, Tuck School of Business, Dartmouth, USA "AI and Natural Language Processing (NLP) in Financial Economics"
10.55 - 11.25am
Break
Small break and family photo
11.25 - 11.45am
Session 1 Sustainable and Green Finance Chair: Victoria Steblovskaya, Bentley University, USA
Meilan Yan, Loughborough University, UK "ESG and Capital Structure: Does Sustainability Ease Access to Debt and Equity Financing?" Authors: Yuqi Kang, Meilan Yan, Ahmad Hassan Ahmad
11.45am - 12.05pm
Session 1
Rossella Agliardi, University of Bologna, Italy "Sustainability-Linked Bonds: a critical view of the 'sustainium'" Authors: Elettra Agliardi, Rossella Agliardi
12.05 - 12.25pm
Session 1
Christina S. Nikitopoulos, University of Technology Sydney, Australia "A term structure framework for green bond spreads and portfolio strategies" Authors: Mohammad Hadi Sehatpour, Marta Campi, Christina S. Nikitopoulos, Gareth W. Peters, Kylie-Anne Richards
12.25 - 12.40pm
Break
Short break
12.40 - 1.00pm
Session 2 AI, Trading and Asset Pricing Chair: Fotios Mourdoukoutas, University College Dublin, Ireland
Arun Verma, Bloomberg, USA "Generative AI in Finance with Applications to Geopolitical Risk" Authors: Arun Verma
1.00 - 1.20pm
Session 2
Allan Quadros, University of North Florida, USA "Distribution-based algorithms for pairs trading: a non-overlapping block bootstrap approach" Authors: Allan Quadros, Michael Higgins, Brian Silverstein
1.20 - 1.40pm
Session 2
Yulia Malitsky, VKY Analytics, LLC, USA "Uncovering the Value-Growth Anomaly" Authors: Yulia Malitsky
1.40 - 3.00pm
Lunch
Lunch break / End of Day 1 programme
10.00 - 11.00am
Invited talk Chair: Athanasios A. Pantelous, Monash University, Australia
Professor Alexander G. Michaelides, Imperial College Business School, UK "Life-Cycle Asset Allocation, Financial Innovation and Asset Pricing"
11.00 - 11.15am
Break
Short break
11.15 - 11.35am
Session 3 Private Markets, Political Risk and Interest Rates Chair: George Steblovsky, Bentley University, USA
Victoria Steblovskaya, Bentley University, USA "Private Market Swaps for Evergreen Funds" Authors: Sergio Albeverio, Zefeng Bai, Victoria Steblovskaya, Kai Wallbaum
11.35 - 11.55am
Session 3
Orhan Torul, Bogazici University, Turkiye "Political Capital: Real-time Electoral Probabilities and the Value of Corporate Political Alignment" Authors: Emrehan Aktug, Orhan Torul
11.55am - 12.15pm
Session 3
Reuben Brefo Marfo, Bentley University / Webster Financial Corporation, USA "Interest Rate Forecasting Across Economies: A Partitioning-Based and Statistical Evaluation Framework" Authors: Reuben Brefo Marfo
12.15 - 12.30pm
Break
Short break
12.30 - 12.50pm
Session 4 Complex Systems and Derivatives Chair: Christina S. Nikitopoulos, University of Technology Sydney, Australia
Stavros K. Stavroglou, University of Edinburgh, UK "Recovering Dark Geometry to Forecast Complex Systems" Authors: Stavros K. Stavroglou, Athanasios A. Pantelous, J. Doyne Farmer
12.50 - 1.10pm
Session 4
Yedidiah Solowiejczyk, City College of the City University of New York, USA "Efficient Methods for Calculating Exotic Options and their "Greeks"" Authors: Yedidiah Solowiejczyk
1.10 - 2.30pm
Lunch
Lunch break / End of Day 2 programme
8.30 - 9.00pm
Reception
9.00 - 11.00pm
Gala Dinner
Gala dinner at Hotel Palatino
10.00 - 10.15am
Virtual seup
Virtual room opens
10.15 - 10.35am
Session 5 Virtual Session: Risk Preferences, Asset Allocation, Option Pricing and Financial Data Chair: Stavros K. Stavroglou, University of Edinburgh, UK
Zixuan Fang, Monash University, Australia "Strength of Preference, Narrow Framing, and the Identification of Risk Aversion" Authors: Zixuan Fang, Soosung Hwang, Athanasios A. Pantelous, Yuxin Xie
10.35 - 10.55am
Session 5
Haizhou Cui, Monash University, Australia "Optimal Long-Term Asset Allocation under Asymmetric Risk Preferences: A Deep Reinforcement Learning Approach with Behavioral Implications" Authors: Haizhou Cui, Athanasios A. Pantelous, Bonsoo Koo
10.55 - 11.15am
Session 5
Xiaofan Xu, Xi'an Jiaotong Liverpool University, China "Option Pricing in China: Filtering Matters" Authors: Xiaofan Xu, Yi Hong
11.15 - 11.35am
Session 5
Emmanuel Kalibbala, WorldQuant University, USA "Numerical Optimization and Anomaly Detection in High-Frequency Financial Data" Authors: Emmanuel Kalibbala
Abstracts for presentation submissions are closed.
Please note that abstracts should have a front page that contains only the following items:
Title
Authors with affiliation (presenter name in bold)
Abstract
Key references
Presentation schedule
In order to be awarded a presentation slot, your registration fee must have been paid by 1 June 2026. Please note, without an accepted abstract, no presentation slot will be allocated.
The exact date and time of your presentation will be available online in mid-June. A preliminary program will be available soon. Each speaker is allowed 20 minutes, which must include time for questions (please allow at least 3 minutes for questions).
Each conference room is equipped with a video projector/screen, microphone, and a PC supporting Microsoft PowerPoint (PPT, PPTX) and all prior versions as well as Adobe Acrobat (PDF).
Hotel Palatino is a 4-star hotel in the heart of Zakynthos Town, set in a quiet area just a short walk from the main squares and only a couple of minutes from the seafront and a small beach. It offers comfortable rooms and suites with balconies and views over the Ionian Sea or the hills of the town, as well as a restaurant, café–cocktail bar and multiple private parking areas.
Zakynthos Town provides easy access to the island’s main attractions and to the port and airport, while offering many options for dining, culture and evening walks along the waterfront.
Discover the attractions of Zakynthos, Greece – from the famous Navagio (Shipwreck) beach and the Blue Caves to the traditional villages, sea turtles in Laganas Bay and the lively waterfront and squares of Zakynthos Town. The island combines natural beauty, culture and cuisine, offering many options for pre- and post-conference activities.
Gala dinner
A gala dinner will be held at Hotel Palatino on Day 2 of the symposium, Friday 19 June 2026. Your registration fee covers attendance to this dinner.
Once you have registered to attend the conference, you will receive a confirmation email that includes a unique booking code/link that will allow you to book your room at the conference venue hotel, Hotel Palatino, at an exclusive conference rate. Please note, the booking link you will receive upon registration is only for QFRA participants and must not be shared.
Travel
The island of Zakynthos is served by Zakynthos International Airport “Dionysios Solomos”, with regular flights from Athens and seasonal international connections during the summer period. The island is also accessible by ferry from the port of Kyllini in Western Greece.
Associate Professor Yuxin Xie, School of Securities and Futures, Southwestern University of Finance and Economics, China
Dr Yurun Yang, School of Mathematics, Statistics and Actuarial Science, University of Essex, UK
Scientific committee
Professor Bilal Ayyub, A. James Clark School of Engineering, University of Maryland, USA
Professor Alejandro Balbás, Departamento de Economía de la Empresa Universidad Carlos III de Madrid, Spain
Professor Michael Beer, Institut für Risiko und Zuverlässigkeit, Gottfried Wilhelm Leibniz Universität Hannover, Germany, and University of Liverpool, UK
Professor Nick Bingham, Department of Mathematics, Imperial College London, UK
Professor Damiano Brigo, Department of Mathematics, Imperial College London, UK
Professor Jan Dhaene, Faculty of Business and Economics, KU Leuven, Belgium
Professor Michael Dempster, Faculty of Mathematics, University of Cambridge, UK
Professor Christian Ewald, Adam Smith Business School, University of Glasgow, UK
Professor Gianluca Fusai, Universita del Piemonte Orientale, Italy, and Bayes Business School City, University of London, UK
Professor Geneviève Gauthier, Department of Decision Sciences, HEC Montréal, Canada
Professor Soosung Hwang, School of Economics, Sungkyunkwan University, Korea
Professor Neil Kellard, Essex Business School, University of Essex, UK
Professor Ralf Korn, Fachbereich Mathematik, Technische Universität Kaiserslautern, Germany
Professor Steven Kou, Questrom School of Business, Boston University, USA.
Professor Youwei Li, Hull University Business School, University of Hull, UK
Professor Rosario Nunzio Mantegna, Fisica e Chimica, Universita Degli Studi Di Palermo, Italy
Professor Nikos Nomikos, Faculty of Finance, Bayes Business School City, University of London, UK
Professor Marcel Prokopczuk, Institut für Finanzmarkttheorie, Gottfried Wilhelm Leibniz Universität Hannover, Germany
Professor Tak Kuen Siu, Department of Actuarial Studies and Business Analytics, Macquarie University, Australia
Professor Calum Turvey, The Charles H. Dyson School of Applied Economics and Management, Cornell University, USA
Professor Athanasios Yannacopoulos, Department of Statistics, Athens University of Economics and Business, Greece
Professor Stavros Zenios, Department of Accounting and Finance, University of Cyprus, Cyprus
Technical support
Holly Travers, Monash Business School Senior Event Coordinator, Monash University Australia
Iliana Papadaki, QFRA Consultant, Australia
Event Details
Date:
18 June 2026 at 9:00 am
–
20 June 2026 at
5:00 pm
Venue:
Hotel Palatino, Zakynthos Town, Zakynthos, Greece
Campus:
Open to:
Cost:
Categories:
Alumni; Econometrics and Business Statistics; General
Description
The ninth Symposium on Quantitative Finance and Risk Analysis (QFRA 2026) aims to further specialised and synergetic developments in both theory and practice.
Our symposium aims to bring experts and decision makers, who are from different disciplines but working on similar problems, together to share information and solve challenges through cross-fertilisation.
This event and subsequent publications will help transition intellectual discussions into robust frameworks for handling emerging vulnerabilities and risks, and provide the leadership and initiative required to respond to national and international financial crises.
Prof Michaelides has been a Professor of Finance at Imperial College Business School since September 2013. He is also a Research Fellow at CEPR (International Macroeconomics and Financial Economics Programmes). His research interests include household finance (for example, portfolio choice over the life cycle), asset pricing with heterogeneous agents and financial frictions, housing markets and topics in the intersection of macroeconomics and finance.
He has held visiting scholar positions at the Federal Reserve Bank of New York and the Board of Governors of the Federal Reserve System, and was a Wim Duisenberg Research Fellow at the European Central Bank (2012) and a senior researcher at the Central Bank of Cyprus (2009-2010). Between May 2013 and November 2013 he was a non-executive member of the Board of Directors of the Central Bank of Cyprus. He was also Head of the Department of Finance at Imperial College Business School between October 2014 and April 2021. He has been the school’s Director of Postgraduate Studies since September 2023.
Professor Gordon M. Phillips, Laurence F. Whittemore Professor of Business Administration, Professor of Finance, Tuck School of Business at Dartmouth, USA
As well as holding professorships at Tuck School of Business, Prof Phillips is also a research associate at the National Bureau of Economic Research (NBER) and a visiting research professor at Tsinghua University in Beijing and UNSW in Sydney.
He received his MA and PhD from Harvard University and his undergraduate degree from Northwestern University. He previously taught at the University of Southern California and the University of Maryland. He has been a visiting professor at Harvard Business School (HBS), Duke University, HEC Paris, INSEAD, MIT, and Southern Mediterranean University.
Prof Phillips’ areas of research include computational linguistics, AI and finance, household finance, and corporate finance. His work in AI and finance includes studies of merger synergies and the scope of firms. His corporate finance work includes studies of private equity, mergers, and competition. He has published recent research in the Journal of Political Economy, the Journal of Finance, the Review of Economic Studies, and the Review of Financial Studies. He has given keynote addresses on Finance and AI in Cyprus, Paris, and Singapore, and has served as the president of the Midwest Finance Association.
Sponsor
RiskLab at Data61/CSIRO is a multi-disciplinary research and development centre for developing the latest methodologies and technologies in actuarial sciences, econometrics, applied math and statistics as well as financial mathematics.
Please note that it is the responsibility of the attendee (ie - your own responsibility) to arrange a visa well in advance of the conference. For visitors requiring a letter of invitation to apply for a visa, please ensure you contact the organisers early enough to allow for this.
Cancellation policy
Cancellations or withdrawals prior to 8 June 2026 will receive a refund of the registration fee paid minus a charge of AU$300. Cancellations or withdrawals of registration after 8 June 2026 will not receive a refund.
Invited talk Chair: Athanasios A. Pantelous, Monash University, Australia
Professor Gordon M. Phillips, Tuck School of Business, Dartmouth, USA "AI and Natural Language Processing (NLP) in Financial Economics"
10.55 - 11.25am
Break
Small break and family photo
11.25 - 11.45am
Session 1 Sustainable and Green Finance Chair: Victoria Steblovskaya, Bentley University, USA
Meilan Yan, Loughborough University, UK "ESG and Capital Structure: Does Sustainability Ease Access to Debt and Equity Financing?" Authors: Yuqi Kang, Meilan Yan, Ahmad Hassan Ahmad
11.45am - 12.05pm
Session 1
Rossella Agliardi, University of Bologna, Italy "Sustainability-Linked Bonds: a critical view of the 'sustainium'" Authors: Elettra Agliardi, Rossella Agliardi
12.05 - 12.25pm
Session 1
Christina S. Nikitopoulos, University of Technology Sydney, Australia "A term structure framework for green bond spreads and portfolio strategies" Authors: Mohammad Hadi Sehatpour, Marta Campi, Christina S. Nikitopoulos, Gareth W. Peters, Kylie-Anne Richards
12.25 - 12.40pm
Break
Short break
12.40 - 1.00pm
Session 2 AI, Trading and Asset Pricing Chair: Fotios Mourdoukoutas, University College Dublin, Ireland
Arun Verma, Bloomberg, USA "Generative AI in Finance with Applications to Geopolitical Risk" Authors: Arun Verma
1.00 - 1.20pm
Session 2
Allan Quadros, University of North Florida, USA "Distribution-based algorithms for pairs trading: a non-overlapping block bootstrap approach" Authors: Allan Quadros, Michael Higgins, Brian Silverstein
1.20 - 1.40pm
Session 2
Yulia Malitsky, VKY Analytics, LLC, USA "Uncovering the Value-Growth Anomaly" Authors: Yulia Malitsky
1.40 - 3.00pm
Lunch
Lunch break / End of Day 1 programme
10.00 - 11.00am
Invited talk Chair: Athanasios A. Pantelous, Monash University, Australia
Professor Alexander G. Michaelides, Imperial College Business School, UK "Life-Cycle Asset Allocation, Financial Innovation and Asset Pricing"
11.00 - 11.15am
Break
Short break
11.15 - 11.35am
Session 3 Private Markets, Political Risk and Interest Rates Chair: George Steblovsky, Bentley University, USA
Victoria Steblovskaya, Bentley University, USA "Private Market Swaps for Evergreen Funds" Authors: Sergio Albeverio, Zefeng Bai, Victoria Steblovskaya, Kai Wallbaum
11.35 - 11.55am
Session 3
Orhan Torul, Bogazici University, Turkiye "Political Capital: Real-time Electoral Probabilities and the Value of Corporate Political Alignment" Authors: Emrehan Aktug, Orhan Torul
11.55am - 12.15pm
Session 3
Reuben Brefo Marfo, Bentley University / Webster Financial Corporation, USA "Interest Rate Forecasting Across Economies: A Partitioning-Based and Statistical Evaluation Framework" Authors: Reuben Brefo Marfo
12.15 - 12.30pm
Break
Short break
12.30 - 12.50pm
Session 4 Complex Systems and Derivatives Chair: Christina S. Nikitopoulos, University of Technology Sydney, Australia
Stavros K. Stavroglou, University of Edinburgh, UK "Recovering Dark Geometry to Forecast Complex Systems" Authors: Stavros K. Stavroglou, Athanasios A. Pantelous, J. Doyne Farmer
12.50 - 1.10pm
Session 4
Yedidiah Solowiejczyk, City College of the City University of New York, USA "Efficient Methods for Calculating Exotic Options and their "Greeks"" Authors: Yedidiah Solowiejczyk
1.10 - 2.30pm
Lunch
Lunch break / End of Day 2 programme
8.30 - 9.00pm
Reception
9.00 - 11.00pm
Gala Dinner
Gala dinner at Hotel Palatino
10.00 - 10.15am
Virtual seup
Virtual room opens
10.15 - 10.35am
Session 5 Virtual Session: Risk Preferences, Asset Allocation, Option Pricing and Financial Data Chair: Stavros K. Stavroglou, University of Edinburgh, UK
Zixuan Fang, Monash University, Australia "Strength of Preference, Narrow Framing, and the Identification of Risk Aversion" Authors: Zixuan Fang, Soosung Hwang, Athanasios A. Pantelous, Yuxin Xie
10.35 - 10.55am
Session 5
Haizhou Cui, Monash University, Australia "Optimal Long-Term Asset Allocation under Asymmetric Risk Preferences: A Deep Reinforcement Learning Approach with Behavioral Implications" Authors: Haizhou Cui, Athanasios A. Pantelous, Bonsoo Koo
10.55 - 11.15am
Session 5
Xiaofan Xu, Xi'an Jiaotong Liverpool University, China "Option Pricing in China: Filtering Matters" Authors: Xiaofan Xu, Yi Hong
11.15 - 11.35am
Session 5
Emmanuel Kalibbala, WorldQuant University, USA "Numerical Optimization and Anomaly Detection in High-Frequency Financial Data" Authors: Emmanuel Kalibbala
Abstracts for presentation submissions are closed.
Please note that abstracts should have a front page that contains only the following items:
Title
Authors with affiliation (presenter name in bold)
Abstract
Key references
Presentation schedule
In order to be awarded a presentation slot, your registration fee must have been paid by 1 June 2026. Please note, without an accepted abstract, no presentation slot will be allocated.
The exact date and time of your presentation will be available online in mid-June. A preliminary program will be available soon. Each speaker is allowed 20 minutes, which must include time for questions (please allow at least 3 minutes for questions).
Each conference room is equipped with a video projector/screen, microphone, and a PC supporting Microsoft PowerPoint (PPT, PPTX) and all prior versions as well as Adobe Acrobat (PDF).
Hotel Palatino is a 4-star hotel in the heart of Zakynthos Town, set in a quiet area just a short walk from the main squares and only a couple of minutes from the seafront and a small beach. It offers comfortable rooms and suites with balconies and views over the Ionian Sea or the hills of the town, as well as a restaurant, café–cocktail bar and multiple private parking areas.
Zakynthos Town provides easy access to the island’s main attractions and to the port and airport, while offering many options for dining, culture and evening walks along the waterfront.
Discover the attractions of Zakynthos, Greece – from the famous Navagio (Shipwreck) beach and the Blue Caves to the traditional villages, sea turtles in Laganas Bay and the lively waterfront and squares of Zakynthos Town. The island combines natural beauty, culture and cuisine, offering many options for pre- and post-conference activities.
Gala dinner
A gala dinner will be held at Hotel Palatino on Day 2 of the symposium, Friday 19 June 2026. Your registration fee covers attendance to this dinner.
Once you have registered to attend the conference, you will receive a confirmation email that includes a unique booking code/link that will allow you to book your room at the conference venue hotel, Hotel Palatino, at an exclusive conference rate. Please note, the booking link you will receive upon registration is only for QFRA participants and must not be shared.
Travel
The island of Zakynthos is served by Zakynthos International Airport “Dionysios Solomos”, with regular flights from Athens and seasonal international connections during the summer period. The island is also accessible by ferry from the port of Kyllini in Western Greece.
Associate Professor Yuxin Xie, School of Securities and Futures, Southwestern University of Finance and Economics, China
Dr Yurun Yang, School of Mathematics, Statistics and Actuarial Science, University of Essex, UK
Scientific committee
Professor Bilal Ayyub, A. James Clark School of Engineering, University of Maryland, USA
Professor Alejandro Balbás, Departamento de Economía de la Empresa Universidad Carlos III de Madrid, Spain
Professor Michael Beer, Institut für Risiko und Zuverlässigkeit, Gottfried Wilhelm Leibniz Universität Hannover, Germany, and University of Liverpool, UK
Professor Nick Bingham, Department of Mathematics, Imperial College London, UK
Professor Damiano Brigo, Department of Mathematics, Imperial College London, UK
Professor Jan Dhaene, Faculty of Business and Economics, KU Leuven, Belgium
Professor Michael Dempster, Faculty of Mathematics, University of Cambridge, UK
Professor Christian Ewald, Adam Smith Business School, University of Glasgow, UK
Professor Gianluca Fusai, Universita del Piemonte Orientale, Italy, and Bayes Business School City, University of London, UK
Professor Geneviève Gauthier, Department of Decision Sciences, HEC Montréal, Canada
Professor Soosung Hwang, School of Economics, Sungkyunkwan University, Korea
Professor Neil Kellard, Essex Business School, University of Essex, UK
Professor Ralf Korn, Fachbereich Mathematik, Technische Universität Kaiserslautern, Germany
Professor Steven Kou, Questrom School of Business, Boston University, USA.
Professor Youwei Li, Hull University Business School, University of Hull, UK
Professor Rosario Nunzio Mantegna, Fisica e Chimica, Universita Degli Studi Di Palermo, Italy
Professor Nikos Nomikos, Faculty of Finance, Bayes Business School City, University of London, UK
Professor Marcel Prokopczuk, Institut für Finanzmarkttheorie, Gottfried Wilhelm Leibniz Universität Hannover, Germany
Professor Tak Kuen Siu, Department of Actuarial Studies and Business Analytics, Macquarie University, Australia
Professor Calum Turvey, The Charles H. Dyson School of Applied Economics and Management, Cornell University, USA
Professor Athanasios Yannacopoulos, Department of Statistics, Athens University of Economics and Business, Greece
Professor Stavros Zenios, Department of Accounting and Finance, University of Cyprus, Cyprus
Technical support
Holly Travers, Monash Business School Senior Event Coordinator, Monash University Australia
